My daughter is 4 and never did this. My son, almost 20 mths, started this a few months ago. We are expecting twin boys and Baby A was already following in big brothers footsteps at the last ultrasound. Haha. This isnt to say that the girls wont go through it, but so far we havent had that experience.
My dd1 did this when she was 18 mos or so. I don't think she was doing it for pleasure, but she was definitely exploring. She stopped doing it over time...I'm not sure if boys stop. ;
Our girls really haven't done it. They'll giggle and grab themselves when we change them (maybe 18-24m?) so that we can't get a diaper back on, but they don't really seem to be too interested otherwise.
Re: Gender question
both of my twins have been caught "red handed" in the womb lol. they're either sucking their thumb or holding themselves.